These were the first simulations done using real market data. Previous notes and articles were based on randomly generated price series. It is why I started with a trading script that had a strong trend definition. The original trading script as was found on Wealth-Lab 4 is at the bottom of the list.

In previous tests, I used 2 stocks lists of 43 stocks each with 1 duplicate used as a reference. The outcome has been shown to be impressive even if I say so myself.

To me, the real test was to apply the same "improved" script on an entirely different list of stocks. Will the edge be maintained? Will the procedures maintain sustainability, marketability and remain realistic over the entire testing interval? With the same selection criteria as the first two tests, here is a third batch.

If the new script improved performance, then it should also improve performance on the first batch of stocks tested. There was only one way to show that in fact it was the case and that was to redo the test on the same stocks with the improved script.

To make the point that the first stock selection was not a fluke, I did the same test with a different group of stocks. The same selection method: again 43 stocks being view and analyzed by WL members at the time. The same script as used in the first test was used. The performance results follow:

The initial stage of implementation using Gyro's Trend Checker II showed interesting and promising results. The modifications brought to the original script version were the first steps in implementing trading levels in objective holding functions.

The table below presents some of the performance metrics of the original version of the Gyro Trend Checker II trading script. It was applied without code modification to the list of stock shown. The script was found on the old Wealth-Lab 4 website.